Over 2011 to 2025 (15 years of data), TEL2BSESEK has tended to move long between 08.07 and 19.07, closing higher in 86.7% of those years for an average +3.48% move and an annualized Sharpe of 2.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 19.07 | Long | 86.7% | +3.48% | 2.92 | 15 |
| 08.07 → 21.07 | Long | 86.7% | +3.26% | 2.48 | 15 |
| 08.07 → 18.07 | Long | 86.7% | +3.18% | 2.98 | 15 |
| 09.07 → 19.07 | Long | 86.7% | +3.02% | 2.64 | 15 |
| 07.07 → 21.07 | Long | 86.7% | +3.01% | 2.37 | 15 |
| 09.07 → 18.07 | Long | 86.7% | +2.72% | 2.72 | 15 |
| 10.07 → 19.07 | Long | 80.0% | +3.57% | 3.25 | 15 |
| 08.07 → 25.07 | Long | 80.0% | +3.44% | 2.31 | 15 |